+3,076.9%
FTAI vs BTG
+159.3%
+2,917.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.3% |
| 7D | -5.2% | -3.8% | -1.5% | -4.6% |
| 30D | -17.9% | +3.6% | -21.5% | -18.5% |
| 3M | -22.7% | +32.0% | -54.8% | -26.7% |
| 6M | -28.0% | +3.4% | -31.4% | -29.1% |
| YTD | -5.0% | +20.8% | -25.7% | -9.0% |
| 1Y | +10.4% | +22.4% | -12.0% | +5.4% |
| 3Y | +425.2% | +91.7% | +333.5% | +365.2% |
| 5Y | +890.3% | +79.0% | +811.4% | +776.6% |
| All | +3,076.9% | +159.3% | +2,917.6% | +2,640.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling